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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Eugene started the discussion Options Tutorial

The options tutorial states that you can retrieve options with a Daily resolution, although another...

6 years ago

Eugene started the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

self.Portfolio.Invested seems to miss that I have options in my holdings. Is there another way to...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Jack, that's perfect. Makes a ton of sense, too. Wow, thank you for taking the time to go through...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Been doing some tests.

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Ah, Jack I think I figured it out. I was using timedelta in the wrong manner. It looks like...

6 years ago

Eugene started the discussion Options Tutorial

The options tutorial states that you can retrieve options with a Daily resolution, although another...

6 years ago

Eugene started the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

self.Portfolio.Invested seems to miss that I have options in my holdings. Is there another way to...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Jack, that's perfect. Makes a ton of sense, too. Wow, thank you for taking the time to go through...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Been doing some tests.

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Ah, Jack I think I figured it out. I was using timedelta in the wrong manner. It looks like...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Hm, I think the confusing thing about that one is why I bought those in the first place, given my...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Hi Jack, perhaps you could take a look at this backtest as well. Referring back to your comments...

6 years ago

Eugene left a comment in the discussion Self.Portfolio.Invested does not seem to work for options. Is there an alternative?

Oh, I see, it looks like I'm just stupid! Should've caught that myself. Thanks Jack for your help -...

6 years ago